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SRTAX: Morgan Stanley Global Strategist A (MUTUAL FUND)
Basic Info
| Asset Class: | World Allocation |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 11/11/1998 |
| Last Dividend Date: | 12/15/2011 |
| 12-Mo. Yield | 7.62% |
| Expenses | 0.98% |
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Performance Analytics (As of 12/13/2012)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/11/1998 |
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 2.7 | 3.0 | -0.3 | 6.1 | 4.4 | 0.8 | -3.3 | 10.9 | 19.6 | -23.7 | 8.2 | 14.7 | 7.8 | 10.0 | 25.7 | -15.5 | -10.4 | 2.1 | 22.9 | 6.3 |
| Sharpe Ratio | NA | 0.2 | 0.2 | -0.03 | 0.37 | 0.21 | 0.06 | -0.21 | 0.83 | 1.28 | -1.14 | 0.5 | 1.49 | 0.75 | 1.05 | 2.04 | -1.1 | -1.14 | -0.12 | 1.42 | 4.51 |
| Draw Down(%) | NA | 10.9 | 16.4 | 34.0 | 35.0 | 35.7 | 10.9 | 16.4 | 11.2 | 14.7 | 31.7 | 6.4 | 6.2 | 4.5 | 6.3 | 10.0 | 23.5 | 18.3 | 13.0 | 7.1 | 3.6 |
| Standard Deviation(%) | NA | 13.7 | 14.3 | 16.4 | 13.4 | 13.5 | 13.1 | 15.7 | 13.0 | 15.3 | 21.6 | 10.2 | 7.7 | 7.5 | 8.6 | 12.2 | 15.2 | 11.3 | 15.5 | 13.9 | 12.0 |
| Treynor Ratio | NA | 0.03 | 0.03 | -0.01 | 0.05 | 0.03 | 0.01 | -0.03 | 0.11 | 0.18 | -0.26 | 0.05 | 0.15 | 0.07 | 0.1 | 0.22 | -0.17 | -0.19 | -0.02 | 0.2 | 0.51 |
| Alpha | NA | -0.03 | -0.02 | -0.02 | -0.03 | -0.02 | -0.03 | 0.0 | 0.01 | -0.01 | -0.02 | -0.03 | 0.01 | -0.01 | -0.01 | -0.05 | -0.03 | -0.05 | -0.03 | -0.01 | 0.11 |
| Beta | NA | 0.97 | 0.99 | 0.99 | 0.99 | 0.98 | 0.96 | 1.0 | 0.98 | 1.06 | 0.96 | 1.1 | 0.78 | 0.81 | 0.94 | 1.16 | 0.99 | 0.69 | 1.27 | 0.99 | 1.07 |
| RSquared | NA | 0.38 | 0.67 | 0.76 | 0.73 | 0.65 | 0.4 | 0.9 | 0.66 | 0.92 | 0.82 | 0.75 | 0.57 | 0.43 | 0.66 | 0.74 | 0.8 | 0.48 | 0.32 | 0.22 | 0.51 |
| Yield(%) | N/A | 7.6 | 8.2 | 5.9 | 6.8 | N/A | 0.0 | 7.2 | 17.1 | 1.7 | 2.3 | 8.8 | 8.7 | 1.6 | 1.5 | 1.3 | 1.2 | 2.3 | 14.7 | 10.9 | 8.5 |
| Dividend Growth(%) | N/A | -57.5 | 12.6 | 122.6 | N/A | N/A | -100.0 | -60.9 | 1113.0 | -45.3 | -74.4 | 6.0 | 487.6 | 12.8 | 46.2 | -11.9 | -52.8 | -86.6 | 49.3 | 26.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/11/1998
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Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
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